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Combined Backtest Results

This page pulls the system-level scorecard into one place. It matters because the trading plans are meant to work together across different market environments, not as isolated experiments.

All backtests: 2016-2026, $70K flat sizing, net of costs (2% slippage + $1.30/contract).

If you're new to trading metrics, two terms matter most here:

  • Win rate is the percentage of trades that made money.
  • Profit factor (PF) is gross profit divided by gross loss. A PF above 1.0 means the strategy made more than it lost; the further above 1.0, the better. See the Glossary for full definitions.

Headline Numbers

Think of this table as the system's top-line business report: what each plan contributed and what the combined portfolio looked like.

Plan P&L Notes
Plan H (choppy) +$75,717 SPY+QQQ, 1,109 trades
Plan C (crash) +$24,760 Deterministic, SPY only
Plan M (MC mean) +$453,918 7,020 trades, PF 1.85
Plan Alpha +$18,411 908 trades, PF 2.68 ($1K flat)
Combined +$554K → $624K P10: $293K, P90: $951K

P10 and P90 are percentile outcomes from simulation. In plain English: a rough "bad but plausible" case and "good but plausible" case.

Plan H Detailed

Plan H is the intraday plan for choppy markets, where prices whip around instead of trending smoothly. The combined row is the key one because the strategy trades both SPY and QQQ.

Metric SPY QQQ Combined
Trades 579 530 1,109
Win Rate 49.1% 47.2% 48.2%
Profit Factor 1.572 1.430 1.504
Gross P&L +$141K +$97K +$239K
Net-of-cost P&L +$149K

Independently validated by 3 agents who derived the strategy from source code with zero shared code. All produced profitable PF (1.19-1.50).

Plan M Monte Carlo

A Monte Carlo test reshuffles or resamples trade outcomes many times to estimate how a strategy might behave across different sequences of wins and losses. It helps answer: "Even if the backtest edge is real, how ugly could the ride get?"

1,000 simulations, rate=0.375/bull-day:

Metric Value
Avg return/trade 1.66%
Win Rate 54.17%
Profit Factor 1.85
Avg max DD -24.4%
Worst-case DD -49.5%

DD means drawdown, or the percentage drop from the account's high-water mark to its next low.

Plan Alpha Episode Breakdown

Plan Alpha only trades during sharp market stress, so it makes more sense to judge it by episodes than by a constant daily rhythm. An episode is a cluster of qualifying crash signals within 7 calendar days.

Pattern WR PF Frequency
Sharp V-bounce (1-5d) 90%+ >11 Best
Extended recovery 50-60% <2 Middle
Grinding decline (15+d) <50% Loss Worst

24 episodes over 10 years. Active 5.9% of the time. Fires every ~4.6 months.

Cost Model

These assumptions matter because options backtests can look unrealistically great if trading costs are ignored.

  • Slippage: 2% round-trip (winners: -2%, losers: +2%)
  • Fees: $1.30 per contract per tier
  • P&L per tier: (move * delta * 100 * contracts) * slip_factor - ($1.30 * contracts)

Delta is an option's directional sensitivity, often used as a rough proxy for how much the option behaves like the stock. See the Glossary for the fuller options definitions.